CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
834.8 |
837.8 |
3.0 |
0.4% |
833.9 |
| High |
839.6 |
838.7 |
-0.9 |
-0.1% |
839.6 |
| Low |
830.0 |
830.0 |
0.0 |
0.0% |
823.9 |
| Close |
838.6 |
834.9 |
-3.7 |
-0.4% |
834.9 |
| Range |
9.6 |
8.7 |
-0.9 |
-9.4% |
15.7 |
| ATR |
9.8 |
9.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
176,782 |
153,181 |
-23,601 |
-13.4% |
854,488 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.6 |
856.5 |
839.7 |
|
| R3 |
851.9 |
847.8 |
837.3 |
|
| R2 |
843.2 |
843.2 |
836.5 |
|
| R1 |
839.1 |
839.1 |
835.7 |
836.8 |
| PP |
834.5 |
834.5 |
834.5 |
833.4 |
| S1 |
830.4 |
830.4 |
834.1 |
828.1 |
| S2 |
825.8 |
825.8 |
833.3 |
|
| S3 |
817.1 |
821.7 |
832.5 |
|
| S4 |
808.4 |
813.0 |
830.1 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.9 |
873.1 |
843.5 |
|
| R3 |
864.2 |
857.4 |
839.2 |
|
| R2 |
848.5 |
848.5 |
837.8 |
|
| R1 |
841.7 |
841.7 |
836.3 |
845.1 |
| PP |
832.8 |
832.8 |
832.8 |
834.5 |
| S1 |
826.0 |
826.0 |
833.5 |
829.4 |
| S2 |
817.1 |
817.1 |
832.0 |
|
| S3 |
801.4 |
810.3 |
830.6 |
|
| S4 |
785.7 |
794.6 |
826.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
839.6 |
823.9 |
15.7 |
1.9% |
9.1 |
1.1% |
70% |
False |
False |
170,897 |
| 10 |
839.6 |
818.3 |
21.3 |
2.6% |
9.4 |
1.1% |
78% |
False |
False |
171,404 |
| 20 |
839.6 |
803.3 |
36.3 |
4.3% |
8.6 |
1.0% |
87% |
False |
False |
151,503 |
| 40 |
839.6 |
762.4 |
77.2 |
9.2% |
10.7 |
1.3% |
94% |
False |
False |
161,175 |
| 60 |
839.6 |
762.4 |
77.2 |
9.2% |
10.8 |
1.3% |
94% |
False |
False |
107,724 |
| 80 |
839.6 |
762.4 |
77.2 |
9.2% |
10.8 |
1.3% |
94% |
False |
False |
80,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875.7 |
|
2.618 |
861.5 |
|
1.618 |
852.8 |
|
1.000 |
847.4 |
|
0.618 |
844.1 |
|
HIGH |
838.7 |
|
0.618 |
835.4 |
|
0.500 |
834.4 |
|
0.382 |
833.3 |
|
LOW |
830.0 |
|
0.618 |
824.6 |
|
1.000 |
821.3 |
|
1.618 |
815.9 |
|
2.618 |
807.2 |
|
4.250 |
793.0 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
834.7 |
834.8 |
| PP |
834.5 |
834.7 |
| S1 |
834.4 |
834.6 |
|